+97.7%
MTZ vs NVMI
+165.8%
-68.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +2.6% |
| 7D | +12.9% | +15.3% | -2.5% | +6.2% |
| 30D | -8.5% | +0.1% | -8.6% | -8.7% |
| 3M | -30.6% | -14.0% | -16.6% | -26.1% |
| 6M | -55.1% | -35.2% | -19.9% | -46.7% |
| YTD | -13.0% | +3.7% | -16.7% | -15.6% |
| 1Y | -4.3% | +10.3% | -14.5% | -9.5% |
| 3Y | +284.0% | +204.8% | +79.2% | +120.9% |
| 5Y | +97.7% | +158.9% | -61.2% | +11.9% |
| All | +97.7% | +165.8% | -68.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling